+195.8%
NXPI vs CB
+214.7%
-18.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.1% |
| 7D | +0.7% | -0.6% | +1.3% | +0.9% |
| 30D | -6.6% | -3.9% | -2.7% | -5.1% |
| 3M | -25.4% | +4.9% | -30.3% | -27.9% |
| 6M | +11.9% | +3.3% | +8.7% | +8.4% |
| YTD | +4.0% | +8.5% | -4.5% | -1.9% |
| 1Y | +1.0% | +22.1% | -21.0% | -10.4% |
| 3Y | +16.3% | +70.1% | -53.8% | -15.8% |
| 5Y | +17.7% | +97.4% | -79.7% | -22.9% |
| 10Y | +195.8% | +216.8% | -21.0% | +56.3% |
| All | +195.8% | +214.7% | -18.9% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling